Accession Number : AD0698769

Title :   ACCUMULATION OF ROUND-OFF ERROR IN FAST FOURIER TRANSFORMS,

Corporate Author : PRINCETON UNIV N J DEPT OF ELECTRICAL ENGINEERING

Personal Author(s) : Kaneko,Toyohisa ; Liu,Bede

Report Date : NOV 1969

Pagination or Media Count : 39

Abstract : The fast Fourier transform (FFT) is an algorithm to compute the discrete Fourier coefficients with a substantial time saving over conventional methods. The finite word length used in the computer causes an error in computing the Fourier coefficients. This paper derives explicit expressions for the mean square error in the FFT when floating-point arithmetics are used. Upper and lower bounds for the total relative mean square error are given. The theoretical results is in good agreement with the actual error observed by taking the FFT of data sequences. (Author)

Descriptors :   (*INTEGRAL TRANSFORMS, COMPUTER PROGRAMMING), (*NUMERICAL ANALYSIS, ERRORS), TIME SERIES ANALYSIS, FOURIER ANALYSIS, CORRELATION TECHNIQUES, INFORMATION THEORY, POWER SPECTRA

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE